As you know, Dolphus Raymond is a character who is unfairly judged by many of Maycomb's citizen--so you're right to say that Scout and Jem learn not to judge others through their interaction with Mr. Raymond.
In Chapter 20, the children leave the courtroom and Dill is feeling sick because of what he witnessed inside the court. Mr. Raymond, who offers Dill some cola (which they later find out is all he usually drinks), the children ask him why he pretends to be a drunk. He explains that he drinks to give people a reason. (More specifically, Dolphus thinks that if he pretends to be drunk, the citizens of Maycomb will blame the fact that he interacts with blacks on the fact that he's drunk; he does this because he insists that no one would understand that he does what he does because that's what he wants to do.)
Further, Mr. Raymond tells the children that Atticus isn't a "run-of-the-mill man," and that they'll understand what he means soon enough.
While there aren't any direct quotes in which Scout and Jem state that they've learned something from Mr. Raymond, readers understand that their interaction helps them to understand the very important lessons that their father is trying to teach them. Instead, we can assume that they come to view Mr. Raymond as a fair, level-headed person who is able to see beyond the color of a person's skin.
Jem was not with Scout and Dill when they took a break from the trial and came upon Dolphus Raymond resting comfortably under a tree. After he revealed several of his little secrets (that he sipped Coca-Cola and not whiskey, and that he weaved along the streets deliberately), he had an even more intimate conversation with the children concerning the life for some people in Maycomb. They discovered that his love and respect for the rights of Negroes far surpassed that of his fellow white men. Dolphus saw that Dill had been crying, and he explained that when he became older, he would not see things in such an innocent way, and that
"... he won't cry, not when he gets a few years on him."
"Cry about what, Mr. Raymond?" Dill's maleness was beginning to assert itself.
"Cry about the simple hell people give other people--without even thinking. Cry about the hell white people give colored folks, without even stopping to think that they're people, too."
Scout was intrigued greatly by Dolphus Raymond, and she had to force herself to return to the courtroom.
Between two fires, I could not decide which I wanted to jump into: Mr. Raymond or the 5th Judicial Circuit Court.